Keep on workin..
The controls were good, but if you were going to make it a scrolling game, you should of thrown more into the graphics. The sounds and music were a little light too. Maybe if you put in some more background and different enemies, and try a different effect with Flash. Good luck man.
A good start
You obviously have a good understanding of ActionScript. However, you need to apply it to something BETTER than a bunch of heads floating around, Who knows, you could create the next great Side Scroller on NG! You have the programming skills, you just need to work on graphics and storyline.